SXRW.DE vs. VUAA.L
SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) and VUAA.L (Vanguard S&P 500 UCITS ETF USD Accumulation) are both exchange-traded funds - SXRW.DE is a Europe Equities fund tracking the FTSE 100, while VUAA.L is a S&P 500 fund tracking the S&P 500 Net Total Return. Both are passively managed. At a 0.50 correlation, their price movements are largely independent. Both charge a 0.07% expense ratio.
Performance
SXRW.DE vs. VUAA.L - Performance Comparison
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Different Trading Currencies
SXRW.DE is traded in EUR, while VUAA.L is traded in USD. To make them comparable, the VUAA.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SXRW.DE achieves a 6.50% return, which is significantly lower than VUAA.L's 11.28% return.
SXRW.DE
- 1D
- 0.14%
- 1M
- -0.73%
- YTD
- 6.50%
- 6M
- 9.61%
- 1Y
- 18.23%
- 3Y*
- 14.51%
- 5Y*
- 11.57%
- 10Y*
- 8.04%
VUAA.L
- 1D
- -0.27%
- 1M
- 4.14%
- YTD
- 11.28%
- 6M
- 10.75%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SXRW.DE vs. VUAA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 6.50% | 10.56% |
VUAA.L Vanguard S&P 500 UCITS ETF USD Accumulation | 11.28% | 12.15% |
Correlation
The correlation between SXRW.DE and VUAA.L is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 9, 2025 | 0.50 |
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Return for Risk
SXRW.DE vs. VUAA.L — Risk / Return Rank
SXRW.DE
VUAA.L
SXRW.DE vs. VUAA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) and Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| SXRW.DE | VUAA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.28 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | — | — |
| Martin ratioReturn relative to average drawdown | 8.40 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SXRW.DE | VUAA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 2.00 | -1.49 |
Drawdowns
SXRW.DE vs. VUAA.L - Drawdown Comparison
The maximum SXRW.DE drawdown since its inception was -40.31%, which is greater than VUAA.L's maximum drawdown of -7.08%. Use the drawdown chart below to compare losses from any high point for SXRW.DE and VUAA.L.
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Drawdown Indicators
| SXRW.DE | VUAA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -7.08% | -33.23% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | — | — |
Current DrawdownCurrent decline from peak | -2.75% | -0.67% | -2.08% |
Average DrawdownAverage peak-to-trough decline | -6.05% | -1.45% | -4.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 2.07% | +0.10% |
Volatility
SXRW.DE vs. VUAA.L - Volatility Comparison
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Volatility by Period
| SXRW.DE | VUAA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.16% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.13% | 12.45% | -0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 12.45% | +1.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 12.45% | +4.48% |
SXRW.DE vs. VUAA.L - Expense Ratio Comparison
Both SXRW.DE and VUAA.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SXRW.DE vs. VUAA.L - Dividend Comparison
Neither SXRW.DE nor VUAA.L has paid dividends to shareholders.
Frequently Asked Questions
SXRW.DE and VUAA.L have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SXRW.DE and VUAA.L have the same expense ratio: 0.07% per year.
SXRW.DE is categorized as Europe Equities, while VUAA.L is S&P 500. SXRW.DE tracks FTSE 100, while VUAA.L tracks S&P 500 Net Total Return. They also come from different issuers: iShares and Vanguard.
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